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Chapter 6 - Interest Rate Futures by sikelelaekrugersk is a document available to read on EtoBox.
What is Chapter 6 - Interest Rate Futures about?
Chapter 6 discusses interest rate futures, focusing on day count conventions for calculating interest on various bonds and money market instruments. It explains the differences in day count methods, such as Actual/Actual, 30/360, and Actual/360, and provides examples for each. Additionally, it covers Treasury bond futures, including pricing, conversion factors, and the effective cash price for delivered bonds.
- Author
- sikelelaekrugersk
- Language
- EN